I will start with the errors. I was trying to access a site using a simple WebRequest.Create(url) method and a System.Configuration.ConfigurationErrorsException was thrown, with the message Error creating the Web Proxy specified in the 'system.net/defaultProxy' configuration section. That was weird, since I was doing it all from a WPF application and I had never had to modify the configuration for it to work. The exception had an even crazier inner exception: System.Runtime.InteropServices.SEHExceptionExternal component has thrown an exception. Google failed to provide a satisfactory answer to any of the errors, although there were quite a few people having the same problem.

I proceeded in creating a system.net/defaultProxy section in the app.config. I changed the True values of the proxy element to False:

Voila! No more errors in Create... exceptions would be thrownm however, by the GetResponse() method later on. This time no configuration exception, only the weird SEHException with the oh so helpful ErrorCode -2147467259 (0x80004005) which means "Unspecified Error".

I tried different stuff like resetting IIS, trying to decompile .Net assemblies and see where the error comes from (all to no avail since the error comes from a native Windows component. In my desperation I issued a "netsh winsock reset" in the command line and then restarted the computer. Frankly, I don't know if the command did it or just the restart. The fact is, it just worked afterwards.

The solution? Restart the computer. I wish I had a better, more informed answer, on why this happened, but I do not. I welcome any further explanation on the issue and I hope this helps people not waste a few hours like I did.